Files
foxhunt/data/examples/order_submission.rs
jgrusewski cb515363a9 fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents
## Summary
Pre-commit warning regression fix wave - deployed 11 parallel Task agents to systematically eliminate all compilation errors (2) and warnings (136) across the entire workspace.

## Changes by Category

### P0 Compilation Fixes (2 errors → 0)
- ml/src/hyperopt/adapters/mamba2.rs: Added missing `trial_counter: 0` to test initializers (lines 1135, 1165)

### ML Crate Warnings (35 → 0)
- ml/src/hyperopt/tests.rs: Added `#[allow(deprecated)]` for test-specific deprecated function usage
- ml/src/ensemble/ab_testing.rs: Renamed unused variables (_control_count, _rng)
- ml/src/security/*.rs: Fixed unused loop variables (i → _)
- ml/src/tft/quantized_attention.rs: Renamed unused test variable (_v)
- ml/src/features/regime_adaptive.rs: Renamed unused variables (_adaptive)
- ml/src/regime/{orchestrator,ranging}.rs: Renamed unused variables

### Data Crate Fixes (28 warnings + 4 errors → 0)
- data/Cargo.toml: Moved clap from [dev-dependencies] to [dependencies] (examples require it)
- data/examples/validate_cl_fut.rs: Updated to databento 0.42.0 API (decode_record_ref loop pattern)
- data/examples/download_mbp10_data.rs: Fixed reqwest 0.12 API (bytes_stream → chunk)
- data/examples/*.rs: Removed unused imports (4 files via cargo fix)
- data/tests/real_data_helpers.rs: Added `#[allow(dead_code)]` to cross-binary test helpers

### API Gateway Test Warnings (19 → 0)
- services/api_gateway/tests/common/mod.rs: Added `#[allow(dead_code)]` to shared test utilities (6 items)
- services/api_gateway/tests/rate_limiting_tests.rs: Added `#[allow(dead_code)]` to REDIS_URL constant

## Verification
```bash
cargo check --workspace
# Result: Finished in 49.41s
# Warnings: 0 (was 136)
# Errors: 0 (was 2)
```

## Files Modified: 26 total
- ML: 14 files (9 manual + 5 auto-fixed)
- Data: 10 files (2 Cargo.toml + 6 examples + 1 test + 1 dependency update)
- API Gateway: 2 test files

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-03 10:15:09 +01:00

246 lines
7.6 KiB
Rust

//! Order Submission Example
//!
//! This example demonstrates how to submit different types of orders
//! to Interactive Brokers TWS.
//!
//! Usage:
//! cargo run --example order_submission
//!
//! Prerequisites:
//! - TWS or IB Gateway running with API enabled
//! - Paper trading account recommended for testing
#![allow(unused_crate_dependencies)]
use common::{
Order, OrderSide, OrderType, Price, Quantity, Symbol, TimeInForce,
};
use data::brokers::interactive_brokers::{IBConfig, InteractiveBrokersAdapter};
use data::brokers::{common::TradingOrder, BrokerClient};
use std::time::Duration;
use tokio::time::sleep;
use tracing::{error, info, warn};
// use trading_engine::prelude::*; // REMOVED - prelude does not exist
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// Initialize logging
tracing_subscriber::fmt::init();
info!("=== Interactive Brokers Order Submission Example ===");
// Create adapter and connect
let config = IBConfig {
host: "127.0.0.1".to_string(),
port: 7497, // Paper trading TWS port
client_id: 1001,
account_id: "DU123456".to_string(),
connection_timeout: 30,
max_reconnect_attempts: 3,
heartbeat_interval: 60,
request_timeout: 10,
};
let mut adapter = InteractiveBrokersAdapter::new(config);
info!("Connecting to TWS...");
adapter.connect().await?;
if !adapter.is_connected() {
error!("Failed to establish connection");
return Err("Connection failed".into());
}
info!("✅ Connected to TWS");
// Start message processing to handle order responses
let adapter_arc = std::sync::Arc::new(adapter);
let process_handle = {
let adapter = adapter_arc.clone();
tokio::spawn(async move {
if let Err(e) = adapter.process_messages().await {
error!("Message processing error: {}", e);
}
})
};
// Wait for connection to stabilize
sleep(Duration::from_secs(2)).await;
// Example 1: Market Order
info!("\n--- Example 1: Market Order ---");
let mut market_order = Order::new(
Symbol::from("AAPL"),
OrderSide::Buy,
Quantity::new(10.0)?,
None, // price
OrderType::Market,
);
market_order.time_in_force = TimeInForce::Day;
info!("Submitting market order: Buy 10 AAPL at market");
let trading_order = TradingOrder::from_common_order(&market_order)?;
match adapter_arc.submit_order(&trading_order).await {
Ok(tws_order_id) => {
info!("✅ Market order submitted, TWS ID: {}", tws_order_id);
// Wait for order processing
sleep(Duration::from_secs(3)).await;
// Cancel the order (for demo purposes)
info!("Cancelling market order");
adapter_arc.cancel_order(&tws_order_id).await?;
info!("✅ Market order cancelled");
},
Err(e) => {
error!("❌ Failed to submit market order: {}", e);
},
}
sleep(Duration::from_secs(2)).await;
// Example 2: Limit Order
info!("\n--- Example 2: Limit Order ---");
let mut limit_order = Order::new(
Symbol::from("GOOGL"),
OrderSide::Sell,
Quantity::new(5.0)?,
Some(Price::new(2500.00)?), // Limit price
OrderType::Limit,
);
limit_order.time_in_force = TimeInForce::GoodTillCancel;
info!("Submitting limit order: Sell 5 GOOGL at $2500.00");
let trading_order = TradingOrder::from_common_order(&limit_order)?;
match adapter_arc.submit_order(&trading_order).await {
Ok(tws_order_id) => {
info!("✅ Limit order submitted, TWS ID: {}", tws_order_id);
// Wait for order processing
sleep(Duration::from_secs(3)).await;
// Cancel the order
info!("Cancelling limit order");
adapter_arc.cancel_order(&tws_order_id).await?;
info!("✅ Limit order cancelled");
},
Err(e) => {
error!("❌ Failed to submit limit order: {}", e);
},
}
sleep(Duration::from_secs(2)).await;
// Example 3: Stop Order
info!("\n--- Example 3: Stop Order ---");
let mut stop_order = Order::new(
Symbol::from("MSFT"),
OrderSide::Buy,
Quantity::new(20.0)?,
Some(Price::new(350.00)?), // price
OrderType::Stop,
);
stop_order.stop_price = Some(Price::new(350.00)?);
stop_order.time_in_force = TimeInForce::Day;
info!("Submitting stop order: Buy 20 MSFT stop at $350.00");
let trading_order = TradingOrder::from_common_order(&stop_order)?;
match adapter_arc.submit_order(&trading_order).await {
Ok(tws_order_id) => {
info!("✅ Stop order submitted, TWS ID: {}", tws_order_id);
// Wait for order processing
sleep(Duration::from_secs(3)).await;
// Cancel the order
info!("Cancelling stop order");
adapter_arc.cancel_order(&tws_order_id).await?;
info!("✅ Stop order cancelled");
},
Err(e) => {
error!("❌ Failed to submit stop order: {}", e);
},
}
sleep(Duration::from_secs(2)).await;
// Example 4: Multiple Orders
info!("\n--- Example 4: Multiple Orders ---");
let mut order1 = Order::new(
Symbol::from("TSLA"),
OrderSide::Buy,
Quantity::new(1.0)?,
Some(Price::new(200.00)?),
OrderType::Limit,
);
order1.time_in_force = TimeInForce::Day;
let mut order2 = Order::new(
Symbol::from("NVDA"),
OrderSide::Sell,
Quantity::new(2.0)?,
Some(Price::new(800.00)?),
OrderType::Limit,
);
order2.time_in_force = TimeInForce::Day;
let orders = vec![order1, order2];
let mut submitted_orders = Vec::new();
for (i, order) in orders.into_iter().enumerate() {
info!(
"Submitting order {}: {} {} {} @ ${:.2}",
i + 1,
match order.side {
OrderSide::Buy => "Buy",
OrderSide::Sell => "Sell",
},
order.quantity.to_f64(),
order.symbol.to_string(),
order.price.as_ref().unwrap().to_f64()
);
let trading_order = TradingOrder::from_common_order(&order)?;
match adapter_arc.submit_order(&trading_order).await {
Ok(tws_order_id) => {
info!("✅ Order {} submitted, TWS ID: {}", i + 1, tws_order_id);
submitted_orders.push(tws_order_id);
},
Err(e) => {
error!("❌ Failed to submit order {}: {}", i + 1, e);
},
}
// Small delay between orders
sleep(Duration::from_millis(500)).await;
}
// Wait for order processing
info!("Waiting for order processing...");
sleep(Duration::from_secs(5)).await;
// Cancel all submitted orders
info!("Cancelling all submitted orders...");
for (i, tws_order_id) in submitted_orders.into_iter().enumerate() {
match adapter_arc.cancel_order(&tws_order_id).await {
Ok(()) => {
info!("✅ Cancelled order {}", i + 1);
},
Err(e) => {
warn!("⚠️ Failed to cancel order {}: {}", i + 1, e);
},
}
}
// Stop message processing
info!("Stopping message processing...");
process_handle.abort();
// Disconnect
let mut adapter_mut =
std::sync::Arc::try_unwrap(adapter_arc).map_err(|_| "Failed to unwrap adapter")?;
adapter_mut.disconnect().await?;
info!("=== Order submission example completed ===");
Ok(())
}